Oğuz Ersan

1.0k total citations · 1 hit paper
30 papers, 732 citations indexed

About

Oğuz Ersan is a scholar working on Economics and Econometrics, Finance and Management Science and Operations Research. According to data from OpenAlex, Oğuz Ersan has authored 30 papers receiving a total of 732 indexed citations (citations by other indexed papers that have themselves been cited), including 21 papers in Economics and Econometrics, 20 papers in Finance and 11 papers in Management Science and Operations Research. Recurrent topics in Oğuz Ersan's work include Financial Markets and Investment Strategies (19 papers), Market Dynamics and Volatility (13 papers) and Stock Market Forecasting Methods (9 papers). Oğuz Ersan is often cited by papers focused on Financial Markets and Investment Strategies (19 papers), Market Dynamics and Volatility (13 papers) and Stock Market Forecasting Methods (9 papers). Oğuz Ersan collaborates with scholars based in Türkiye, Sweden and Iceland. Oğuz Ersan's co-authors include Ender Demir, Sagi Akron, Ata Assaf, Boris Popesko and David Y. Aharon and has published in prestigious journals such as SHILAP Revista de lepidopterología, Finance research letters and Current Issues in Tourism.

In The Last Decade

Oğuz Ersan

27 papers receiving 712 citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Economic policy uncertainty and cash holdings: Evidence from BRIC countries

2017 328 citations Ender Demir, Oğuz Ersan Emerging Markets Review profile →

Peers

Oğuz Ersan

EE

FINAN

ACCOU

GEEF

SPS

George‐Marios Angeletos United States

Amit Ghosh United States

Jakub M. Szudejko Sweden

Huu Nhan Duong Australia

Anis Samet United Arab Emirates

Anil V. Mishra Australia

Iulian Ihnatov Romania

Plutarchos Sakellaris Greece

Ananthakrishnan Prasad United States

Andrew L. Detzel United States

George‐Marios Angeletos United States

Oğuz Ersan

489 ×0.8

EE

266 ×1.0

FINAN

185 ×0.8

ACCOU

228 ×1.8

GEEF

46 ×0.7

SPS

Citations per year, relative to Oğuz Ersan Oğuz Ersan (= 1×) peers George‐Marios Angeletos

Countries citing papers authored by Oğuz Ersan

Since Specialization

Citations

This map shows the geographic impact of Oğuz Ersan's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Oğuz Ersan with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Oğuz Ersan more than expected).

Fields of papers citing papers by Oğuz Ersan

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Oğuz Ersan. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Oğuz Ersan. The network helps show where Oğuz Ersan may publish in the future.

Co-authorship network of co-authors of Oğuz Ersan

This figure shows the co-authorship network connecting the top 25 collaborators of Oğuz Ersan. A scholar is included among the top collaborators of Oğuz Ersan based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Oğuz Ersan. Oğuz Ersan is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

1.

Ersan, Oğuz, et al.. (2025). Estimation of the probability of informed trading models via an expectation-conditional maximization algorithm. Financial Innovation. 11(1).

2.

Ersan, Oğuz, et al.. (2024). Identifying Information Types in the Estimation of Informed Trading: An Improved Algorithm. Journal of risk and financial management. 17(9). 409–409. 1 indexed citations

3.

Assaf, Ata, Ender Demir, & Oğuz Ersan. (2024). What drives the return and volatility spillover between DeFis and cryptocurrencies?. International Journal of Finance & Economics. 30(2). 1302–1318. 6 indexed citations

4.

Assaf, Ata, Ender Demir, & Oğuz Ersan. (2024). Detecting and date-stamping bubbles in fan tokens. International Review of Economics & Finance. 92. 98–113. 8 indexed citations

5.

Ersan, Oğuz, et al.. (2024). Impact of the COVID-19 Market Turmoil on Investor Behavior: A Panel VAR Study of Bank Stocks in Borsa Istanbul. International Journal of Financial Studies. 12(1). 14–14.

6.

Aharon, David Y., Ender Demir, & Oğuz Ersan. (2023). Where do tourism tokens travel to and from?. Current Issues in Tourism. 27(16). 2561–2583. 11 indexed citations

7.

Ersan, Oğuz, et al.. (2023). Estimation of the Probability of Informed Trading Models Via an Expectation-Conditional Maximization Algorithm. SSRN Electronic Journal. 1 indexed citations

8.

Ersan, Oğuz, et al.. (2023). PINstimation: An R Package for Estimating Probability of Informed Trading Models. The R Journal. 15(2). 145–168. 2 indexed citations

9.

Ersan, Oğuz, et al.. (2023). A Methodological Approach to the Computational Problems in the Estimation of Adjusted Pin Model. SSRN Electronic Journal.

10.

Ersan, Oğuz, et al.. (2021). High-Frequency Trading and Market Quality: The Case of 'Slightly Exposed' Market. SSRN Electronic Journal. 1 indexed citations

11.

Ersan, Oğuz, et al.. (2021). High-frequency trading and market quality: The case of a “slightly exposed” market. International Review of Financial Analysis. 79. 102004–102004. 8 indexed citations

12.

Ersan, Oğuz, et al.. (2019). Daily and Intraday Herding within Different Types of Investors in Borsa Istanbul. Emerging Markets Finance and Trade. 57(6). 1793–1810. 10 indexed citations

13.

Ersan, Oğuz, Sagi Akron, & Ender Demir. (2018). The effect of European and global uncertainty on stock returns of travel and leisure companies. Tourism Economics. 25(1). 51–66. 54 indexed citations

14.

Ersan, Oğuz & Ender Demir. (2017). NEW SEASON NEW HOPES: OFF-SEASON OPTIMISM. Istanbul Technical University Academic Open Archive (Istanbul Technical University). 5(4). 36–49. 1 indexed citations

15.

Ersan, Oğuz, et al.. (2017). A new approach for detecting high-frequency trading from order and trade data. Finance research letters. 24. 313–320. 11 indexed citations

16.

Demir, Ender & Oğuz Ersan. (2017). Economic policy uncertainty and cash holdings: Evidence from BRIC countries. Emerging Markets Review. 33. 189–200. 328 indexed citations breakdown →

17.

Ersan, Oğuz, et al.. (2016). An unbiased computation methodology for estimating the probability of informed trading (PIN). Journal of International Financial Markets Institutions and Money. 43. 74–94. 16 indexed citations

18.

Ersan, Oğuz, et al.. (2016). Algorithmic and high-frequency trading in Borsa Istanbul. Borsa Istanbul Review. 16(4). 233–248. 14 indexed citations

19.

Ersan, Oğuz. (2016). Multilayer Probability of Informed Trading. SSRN Electronic Journal. 8 indexed citations

20.

Demir, Ender & Oğuz Ersan. (2016). The impact of economic policy uncertainty on stock returns of Turkish tourism companies. Current Issues in Tourism. 21(8). 847–855. 97 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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